Market Action

October 3, 2025

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
Index Mean
Current
Yield
(at bid)
Median
YTW
Median
Average
Trading
Value
Median
Mod Dur
(YTW)
Issues Day’s Perf. Index Value
Ratchet 6.68 % 7.12 % 28,696 13.38 1 0.3086 % 2,428.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0763 % 4,600.9
Floater 6.27 % 6.58 % 58,347 13.12 3 0.0763 % 2,651.5
OpRet 0.00 % 0.00 % 0 0.00 0 0.0330 % 3,649.8
SplitShare 4.80 % 4.39 % 59,851 3.35 6 0.0330 % 4,358.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0330 % 3,400.7
Perpetual-Premium 5.54 % -0.16 % 84,442 0.08 4 0.1190 % 3,088.3
Perpetual-Discount 5.57 % 5.65 % 46,201 14.35 28 0.0517 % 3,372.3
FixedReset Disc 5.89 % 6.02 % 125,708 13.70 32 0.2971 % 3,043.1
Insurance Straight 5.49 % 5.53 % 56,243 14.57 18 0.6343 % 3,293.4
FloatingReset 0.00 % 0.00 % 0 0.00 0 0.2971 % 3,620.1
FixedReset Prem 5.77 % 4.78 % 125,811 2.40 20 0.2604 % 2,638.6
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.2971 % 3,110.7
FixedReset Ins Non 5.23 % 5.36 % 54,572 14.53 15 1.5964 % 3,064.4
Performance Highlights
Issue Index Change Notes
CU.PR.H Perpetual-Discount -4.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 22.63
Evaluated at bid price : 22.88
Bid-YTW : 5.80 %
GWO.PR.Q Insurance Straight -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 22.66
Evaluated at bid price : 22.90
Bid-YTW : 5.65 %
GWO.PR.G Insurance Straight -1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 23.20
Evaluated at bid price : 23.50
Bid-YTW : 5.56 %
ENB.PR.F FixedReset Disc 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 21.06
Evaluated at bid price : 21.06
Bid-YTW : 6.40 %
CCS.PR.C Insurance Straight 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 22.11
Evaluated at bid price : 22.33
Bid-YTW : 5.63 %
MFC.PR.B Insurance Straight 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 21.28
Evaluated at bid price : 21.55
Bid-YTW : 5.43 %
SLF.PR.E Insurance Straight 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 5.29 %
PWF.PR.S Perpetual-Discount 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 21.52
Evaluated at bid price : 21.78
Bid-YTW : 5.60 %
GWO.PR.S Insurance Straight 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 23.88
Evaluated at bid price : 24.13
Bid-YTW : 5.47 %
CIU.PR.A Perpetual-Discount 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.48 %
CU.PR.F Perpetual-Discount 1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 5.48 %
NA.PR.K FixedReset Prem 1.99 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-05-01
Maturity Price : 25.00
Evaluated at bid price : 28.25
Bid-YTW : 4.15 %
MFC.PR.F FixedReset Ins Non 2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 18.31
Evaluated at bid price : 18.31
Bid-YTW : 5.61 %
CU.PR.G Perpetual-Discount 2.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 20.86
Evaluated at bid price : 20.86
Bid-YTW : 5.46 %
ENB.PR.H FixedReset Disc 4.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 22.05
Evaluated at bid price : 22.40
Bid-YTW : 5.76 %
IFC.PR.E Insurance Straight 7.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 23.48
Evaluated at bid price : 23.75
Bid-YTW : 5.50 %
IFC.PR.A FixedReset Ins Non 28.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.30 %
Volume Highlights
Issue Index Shares
Traded
Notes
FTS.PR.M FixedReset Disc 59,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 22.79
Evaluated at bid price : 23.88
Bid-YTW : 5.56 %
BMO.PR.E FixedReset Prem 59,300 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-11-25
Maturity Price : 25.00
Evaluated at bid price : 26.54
Bid-YTW : 4.96 %
CM.PR.S FixedReset Prem 49,860 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-01-31
Maturity Price : 25.00
Evaluated at bid price : 25.39
Bid-YTW : 4.99 %
MFC.PR.Q FixedReset Ins Non 29,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 23.50
Evaluated at bid price : 25.19
Bid-YTW : 5.32 %
NA.PR.C FixedReset Prem 19,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.64
Bid-YTW : 4.26 %
ENB.PR.J FixedReset Disc 15,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 21.76
Evaluated at bid price : 22.05
Bid-YTW : 6.28 %
There were 4 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible.
Issue Index Quote Data and Yield Notes
POW.PR.H Perpetual-Premium Quote: 25.32 – 26.32
Spot Rate : 1.0000
Average : 0.5810

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2034-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.32
Bid-YTW : 5.63 %

CU.PR.H Perpetual-Discount Quote: 22.88 – 24.25
Spot Rate : 1.3700
Average : 0.9704

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 22.63
Evaluated at bid price : 22.88
Bid-YTW : 5.80 %

GWO.PR.M Insurance Straight Quote: 25.19 – 26.19
Spot Rate : 1.0000
Average : 0.6631

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-11-02
Maturity Price : 25.00
Evaluated at bid price : 25.19
Bid-YTW : -2.83 %

BN.PR.N Perpetual-Discount Quote: 20.30 – 21.30
Spot Rate : 1.0000
Average : 0.6649

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.90 %

GWO.PR.S Insurance Straight Quote: 24.13 – 24.99
Spot Rate : 0.8600
Average : 0.5527

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 23.88
Evaluated at bid price : 24.13
Bid-YTW : 5.47 %

CCS.PR.C Insurance Straight Quote: 22.33 – 23.25
Spot Rate : 0.9200
Average : 0.6864

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2055-10-03
Maturity Price : 22.11
Evaluated at bid price : 22.33
Bid-YTW : 5.63 %

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